Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-12-15 0.577262 0.648199 0.727971 0.825038 0.940933 1.076122 1.247607
2024-12-22 0.509609 0.601358 0.712117 0.857965 1.048526 1.294338 1.644629
2024-12-29 0.456063 0.558478 0.688958 0.871829 1.129173 1.491300 2.065474
2025-01-05 0.414219 0.522669 0.667095 0.880487 1.200996 1.689402 2.548045
2025-01-12 0.376453 0.486577 0.638604 0.873334 1.246192 1.856251 3.038132
2025-01-19 0.336728 0.442941 0.593511 0.833824 1.232400 1.922560 3.372412
2025-01-26 0.316464 0.424405 0.581997 0.843113 1.298390 2.141896 4.102709
2025-02-02 0.299610 0.408892 0.572792 0.853999 1.368252 2.386771 5.017238
2025-02-09 0.280771 0.388543 0.553699 0.845219 1.399909 2.563241 5.867119
2025-02-16 0.267129 0.374849 0.543555 0.850132 1.458173 2.814462 7.104051
2025-02-23 0.248304 0.351576 0.515616 0.819459 1.439014 2.880623 7.806457
2025-03-02 0.229642 0.327314 0.484088 0.778649 1.391995 2.866368 8.224523
2025-03-09 0.221918 0.320478 0.481999 0.794312 1.473062 3.219688 10.489010
2025-03-16 0.217537 0.318660 0.488196 0.826641 1.598892 3.752511 14.406700
2025-03-23 0.210625 0.312092 0.485374 0.840498 1.684676 4.209988 18.929663
2025-03-30 0.203540 0.304712 0.480386 0.849157 1.759871 4.674819 24.851174
2025-04-06 0.195020 0.294302 0.468957 0.842614 1.794166 5.015563 31.039849
2025-04-13 0.183240 0.277582 0.444583 0.805145 1.737183 4.981747 33.417480
2025-04-20 0.178106 0.272211 0.441230 0.814088 1.812878 5.534624 45.918843
2025-04-27 0.173494 0.267470 0.438681 0.824517 1.895917 6.182180 65.880187
2025-05-04 0.167094 0.259164 0.428586 0.816188 1.920622 6.577384 86.283997
2025-05-11 0.162534 0.253935 0.424174 0.820890 1.988035 7.250618 128.434908
2025-05-18 0.154748 0.242445 0.406542 0.791668 1.938919 7.251932 146.705964